+151.0%
KR vs SIMO
+394.4%
-243.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +1.3% |
| 7D | +4.6% | +4.1% | +0.5% | +4.7% |
| 30D | +12.2% | -24.0% | +36.2% | +11.6% |
| 3M | +24.6% | -31.8% | +56.3% | +23.7% |
| 6M | +8.2% | -36.9% | +45.1% | +7.5% |
| YTD | +15.3% | +84.8% | -69.6% | +14.3% |
| 1Y | +9.8% | +99.0% | -89.2% | +8.8% |
| 3Y | +71.4% | +217.9% | -146.6% | +68.2% |
| 5Y | +85.1% | +171.5% | -86.4% | +80.7% |
| All | +151.0% | +394.4% | -243.4% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling